Two symmetric and computationally efficient Gini correlations

DOI10.1515/DEMO-2020-0020zbMATH Open1461.62058OpenAlexW3113784644MaRDI QIDQ830309FDOQ830309

Courtney Vanderford, Xin Dang, Yongli Sang

Publication date: 7 May 2021

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2020-0020

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zbMATH Keywords

robustnessinfluence functionasymptotic relative efficiencycomputationally efficient Gini correlationsymmetric Gini correlation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

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Cited In (3)

• Correlations in bivariate Pareto distributions
• On the proper bounds of the Gini correlation
• New multivariate Gini's indices

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